Similar Search Results

Trading and pricing in upstairs and downstairs stock markets

Booth, G. Geoffrey; Lin, Ji-chai; Martikainen, Teppo; … - In: The review of financial studies 15 (2002) 4, pp. 1111-1135

Persistent link: https://www.econbiz.de/10001716085

Prudent margin levels in the Finnish stock index futures market

Booth, G. Geoffrey (contributor) - 1995

Persistent link: https://www.econbiz.de/10000913891

Foreign-exchange profits in two early renaissance money markets

Booth, G. Geoffrey - In: The journal of European economic history 38 (2009) 1, pp. 123-145

Persistent link: https://www.econbiz.de/10003967301

External information costs and the adverse selection problem : a comparison of NASDAQ and NYSE stocks

Lin, Ji-Chai; Sanger, Gary C.; Booth, G. Geoffrey - In: International review of financial analysis 7 (1998) 2, pp. 113-116

Persistent link: https://www.econbiz.de/10001355359

Trade Size and Components of the Bid-Ask Spread

Lin, Ji-Chai - 1998

The relation between theorized components of the bid-ask spread and trade size for a sample of NYSE firms is examined. We find that the adverse selection component increases uniformly with trade size. Conversely, order processing costs decrease with increases in trade size for all but the...

Persistent link: https://www.econbiz.de/10012791479